+731.9%
IWD vs ALK
+465.6%
+266.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -1.9% |
| 7D | -0.9% | +7.1% | -8.0% | -2.6% |
| 30D | +2.6% | -3.0% | +5.6% | +3.0% |
| 3M | +1.2% | -25.6% | +26.9% | +7.8% |
| 6M | +12.1% | +0.5% | +11.6% | +10.2% |
| YTD | +24.1% | -23.1% | +47.2% | +28.3% |
| 1Y | +28.5% | -7.5% | +36.1% | +26.8% |
| 3Y | +79.5% | +15.3% | +64.2% | +60.9% |
| 5Y | +70.3% | -34.8% | +105.1% | +71.3% |
| 10Y | +212.5% | -41.2% | +253.7% | +195.0% |
| All | +731.9% | +465.6% | +266.4% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling